Republican Mayor Greg Davis from Southaven, Mississippi reveals he is gay after receipts show he spent taxpayer funds at a gay sex store in Toronto, Canada.

Thousands of people line the streets and rooftops of buildings during the annual Pride Parade in Toronto, Canada. The parade attracts around 800,000 spectators annually, celebrating gay and lesbian diversity. (Donald Weber/Getty Images)

Mayor Greg Davis, the Republican mayor of Southaven, Mississippi, has revealed he is gay after state auditors found he charged taxpayers for a purchase at a gay sex shop in Toronto, Canada.

Davis ran as a Republican candidate on a conservative, "family values" platform in an unsuccessful bid for Congress in 2008. He has a wife of 19 years and three young daughters, and is an active member of the Heartland Baptist Church, according to an official bio.

"At this point in my life and in my career, while I have tried to maintain separation between my personal and public life, it is obvious that this can no longer remain the case," Davis told The Commercial Appeal in a "frank revelation."

"While I have performed my job as mayor, in my opinion, as a very conservative, progressive individual — and still continue to be a very conservative individual — I think that it is important that I discuss the struggles I have had over the last few years when I came to the realization that I am gay."

Davis, who is serving his fourth term as mayor, billed taxpayers for an estimated $170,000, including lavish dinners, an expensive family vacation, and liquor store purchases, receipts showed.

Davis told the newspaper he couldn’t remember what he bought at the sex store, which is located near the corner of Church and Wellesley streets in the heart of Toronto's gay village. He said he was in Toronto on a recruitment trip with warehouse developers.

Davis said it’s too early to discuss whether he’ll resign as Southaven mayor, and he will take time off over the holidays to be with his family.